They were in the initial batch (if you could find one) but the new ones are now locked. If you buy off contract they will, however, unlock it for $50. It costs more than sites like cellunlocker.net, but you keep your 1 year manufacturer warranty.

I believe you lose the Rogers warranty but not the Nokia warranty. You haven't changed any hardware, so Nokia has to support it, although it may take some smooth talking to get them to.

No. A non-carrier approved unlock voids both the carrier warranty AND the manufacturer warranty. Just like flashing a custom ROM or jail breaking, it's considered running unapproved software, and it voids all warranties.